Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,38% | 2,78 CHF | 2,79 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 798 114 CHF | 801 114 CHF | 97,89% | 97,89% |
19/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 837 495 CHF | 840 495 CHF | 99,99% | 99,99% |
18/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 785 172 CHF | 788 172 CHF | 98,77% | 98,77% |
15/11/2024 | 0,40% | 2,61 CHF | 2,62 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 751 582 CHF | 754 582 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,24 CHF | 2,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 711 776 CHF | 714 776 CHF | 98,23% | 98,23% |
13/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 744 859 CHF | 747 859 CHF | 99,60% | 99,60% |
12/11/2024 | 0,44% | 2,44 CHF | 2,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 674 295 CHF | 677 295 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 594 262 CHF | 597 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 654 955 CHF | 657 955 CHF | 84,82% | 84,82% |
07/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 577 567 CHF | 580 567 CHF | 100,00% | 100,00% |